Quantitative Researcher - EQ Vol
Core
Develop pricing, pre-trade analysis tools, and risk analytics for an in-house pricing library focusing on equity derivatives.
Role type
Quantitative Researcher (Equity Derivatives)
Builds
In-house pricing libraries and trader support tools for Equity Derivatives, Fixed Income, Commodities, Credit, and FX
Domain
Financial Services / Quantitative Finance
Deliverable
production ML models
Required skills
C++, Python, Object-Oriented Programming, Equity Derivatives modeling, Risk analytics, Pre-trade analysis
Preferred skills
MSc/PhD in Quantitative Finance/Math/Physics/Engineering, Equity light exotics modeling, Structured products modeling
Technologies
C++, Python
Responsibilities
Develop pricing and risk analytics tools; Interact with Portfolio Managers and Risk Management to gather requirements; Collaborate with IT to deploy models into production
Seniority
Mid-Senior, hands-on IC